+11,715.7%
GOOG vs WST
+5,352.4%
+6,363.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | +3.0% | +4.2% | -1.2% | +1.7% |
| 30D | -14.9% | +11.2% | -26.1% | -17.9% |
| 3M | -14.9% | +20.4% | -35.3% | -20.1% |
| 6M | -26.6% | +37.9% | -64.5% | -34.2% |
| YTD | -6.6% | +51.8% | -58.4% | -19.6% |
| 1Y | +5.1% | +56.6% | -51.5% | -10.5% |
| 3Y | +121.0% | +24.2% | +96.7% | +83.6% |
| 5Y | +97.3% | +0.7% | +96.7% | +73.1% |
| 10Y | +683.2% | +456.3% | +227.0% | +241.7% |
| All | +11,715.7% | +5,352.4% | +6,363.3% | +2,211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling